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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"United States"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation"
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Volatility
Forecasting model
United States
Wechselkurs
Estimation
664
Schätzung
663
Volatilität
170
Theorie
157
Theory
157
Börsenkurs
141
Share price
141
Capital income
136
Kapitaleinkommen
136
USA
125
Welt
98
World
98
Stock market
97
Aktienmarkt
96
Prognoseverfahren
76
ARCH model
67
ARCH-Modell
67
Exchange rate
57
Cointegration
53
Kointegration
53
Commodity derivative
46
Rohstoffderivat
46
Portfolio selection
45
Portfolio-Management
45
Risiko
45
Risk
45
Time series analysis
45
Zeitreihenanalyse
45
Hedging
43
Oil price
41
Risikoprämie
41
Risk premium
41
Ölpreis
41
Index futures
40
Index-Futures
40
Panel
40
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Undetermined
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7
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Article
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Conference paper
2
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English
333
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Gupta, Rangan
5
Xuan Vinh Vo
5
Balcilar, Mehmet
4
Wang, George H. K.
4
Brooks, Robert
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Sarno, Lucio
3
Shi, Yanlin
3
Shrestha, Keshab
3
Wang, Yudong
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Wohar, Mark E.
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Wu, Chunchi
3
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3
Agarwalla, Sobhesh Kumar
2
Ahmad, Ahmad Hassan
2
Beckmann, Joscha
2
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2
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2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
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2
Das, Debojyoti
2
Dhaene, Geert
2
Dias, José Carlos
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Faff, Robert W.
2
Feng, Jiabao
2
Fonseca, José da
2
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2
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2
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2
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2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Jangkoo
2
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2
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International review of economics & finance : IREF
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,557
Discussion paper / Centre for Economic Policy Research
457
Applied economics
454
Discussion paper series / IZA
443
NBER working paper series
287
Applied economics letters
264
CESifo working papers
255
Economic modelling
233
Working paper
222
NBER Working Paper
221
Journal of international money and finance
207
Energy economics
206
Finance research letters
198
Finance and economics discussion series
187
Journal of econometrics
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
Journal of banking & finance
184
Applied financial economics
183
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
The review of economics and statistics
175
The North American journal of economics and finance : a journal of financial economics studies
166
International review of financial analysis
164
Economics letters
163
International journal of forecasting
160
The American economic review
155
The journal of finance : the journal of the American Finance Association
152
Journal of empirical finance
145
Journal of applied econometrics
138
Journal of financial economics
123
Journal of international financial markets, institutions & money
121
Discussion paper / Tinbergen Institute
119
Journal of forecasting
118
Discussion paper
115
Journal of money, credit and banking : JMCB
104
International journal of finance & economics : IJFE
100
Research in international business and finance
97
Journal of macroeconomics
95
The review of financial studies
95
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ECONIS (ZBW)
333
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333
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
10
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
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